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CH 6

This document defines eigenvalues and eigenvectors and discusses their properties. It begins by defining an eigenvector as a non-zero vector that does not change direction when a matrix is applied to it, with the factor by which its magnitude is changed being the corresponding eigenvalue. It then provides geometric interpretations and examples of calculating eigenvalues and eigenvectors. The key properties discussed are that the sum of eigenvalues equals the trace, a matrix is singular if it has a zero eigenvalue, and eigenvectors corresponding to distinct eigenvalues are linearly independent.

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Sravan Kumar Janamaddi
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728 views10 pages

CH 6

This document defines eigenvalues and eigenvectors and discusses their properties. It begins by defining an eigenvector as a non-zero vector that does not change direction when a matrix is applied to it, with the factor by which its magnitude is changed being the corresponding eigenvalue. It then provides geometric interpretations and examples of calculating eigenvalues and eigenvectors. The key properties discussed are that the sum of eigenvalues equals the trace, a matrix is singular if it has a zero eigenvalue, and eigenvectors corresponding to distinct eigenvalues are linearly independent.

Uploaded by

Sravan Kumar Janamaddi
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Chapter 6

Eigenvalues and
Eigenvectors

6.1 Definitions
Definition 1: A nonzero vector x is an eigenvector (or characteristic vector)
of a square matrix A if there exists a scalar such that Ax = x. Then is an
eigenvalue (or characteristic value) of A.
Note: The zero vector can not be an eigenvector even though A0 = 0. But
= 0 can be an eigenvalue.
Example:

2
2 4
Show x = is an eigenvector for A =

1
3 6
2 4 2 0
Solution : Ax =
=
3 6 1 0
2 0
But for = 0, x = 0 =
1 0
Thus, x is an eigenvector of A,and = 0 is an eigenvalue.

Geometric interpretation of
Eigenvalues and Eigenvectors
An nn matrix A multiplied by n1 vector x results in another
n1 vector y=Ax. Thus A can be considered as a
transformation matrix.
In general, a matrix acts on a vector by changing both its
magnitude and its direction. However, a matrix may act on
certain vectors by changing only their magnitude, and leaving
their direction unchanged (or possibly reversing it). These
vectors are the eigenvectors of the matrix.
A matrix acts on an eigenvector by multiplying its magnitude by
a factor, which is positive if its direction is unchanged and
negative if its direction is reversed. This factor is the eigenvalue
associated with that eigenvector.

6.2 Eigenvalues

Let x be an eigenvector of the matrix A. Then there must exist an


eigenvalue such that
Ax = x
or, equivalently,
Ax - x = 0

or

(A I)x = 0
If we define a new matrix B = A I, then
Bx = 0
If B has an inverse then x = B-10 = 0. But an eigenvector cannot
be zero.
Thus, it follows that x will be an eigenvector of A if and only if B
does not have an inverse, or equivalently det(B)=0, or
det(A I) = 0
This is called the characteristic equation of A. Its roots
determine the eigenvalues of A.

1
2
A
A

0210
5
2

6.2 Eigenvalues: examples


Example 1: Find the eigenvalues of

2 12
I A
( 2)( 5) 12
1 5
2 3 2 ( 1)( 2)

two eigenvalues: 1, 2
Note: The roots of the characteristic equation can be repeated. That is, 1 = 2
== k. If that happens, the eigenvalue is said to be of multiplicity k.
Example 2: Find the eigenvalues of

2 1
0
I A 0
2
0 ( 2) 3 0
0
0
2
= 2 is an eigenvector of multiplicity 3.

6.3 Eigenvectors

To each distinct eigenvalue of a matrix A there will correspond at least one


eigenvector which can be found by solving the appropriate set of homogenous
equations. If i is an eigenvalue then the corresponding eigenvector xi is the
solution of

(A iI)xi = 0

Example 1 (cont.):
3 12
1 4
1 : (1) I A

1
4
0
0

x1 4 x2 0 x1 4t , x2 t
x1
4
x1 t , t 0
1
x2
4 12
1 3
2 : (2) I A

1
3
0
0

x1
3
x2 s , s 0
1
x2

6.3 Eigenvectors
Example 2 (cont.): Find the eigenvectors of

2
1
0
A

02

Recall that = 2 is an eigenvector of multiplicity 3.


Solve the homogeneous linear system represented by
0 1 0 x1 0
(2 I A)x 0 0 0 x2 0
0 0 0 x3 0
Let x1 s, x3 t . The eigenvectors of = 2 are of the
form
x1 s
1
0
x x2 0 s 0 t 0 , s and t not both zero.
x3 t
0
1

6.4 Properties of Eigenvalues and Eigenvectors


Definition: The trace of a matrix A, designated by tr(A), is the sum
of the elements on the main diagonal.
Property 1: The sum of the eigenvalues of a matrix equals the
trace of the matrix.

Property 2: A matrix is singular if and only if it has a zero


eigenvalue.

Property 3: The eigenvalues of an upper (or lower) triangular


matrix are the elements on the main diagonal.

Property 4: If is an eigenvalue of A and A is invertible, then 1/


is an eigenvalue of matrix A-1.

6.4 Properties of Eigenvalues and


Eigenvectors
Property 5: If is an eigenvalue of A then k is an eigenvalue of
kA where k is any arbitrary scalar.

Property 6: If is an eigenvalue of A then k is an eigenvalue of


Ak for any positive integer k.

Property 8: If is an eigenvalue of A then is an eigenvalue of


AT.

Property 9: The product of the eigenvalues (counting multiplicity)


of a matrix equals the determinant of the matrix.

6.5 Linearly independent eigenvectors


Theorem: Eigenvectors corresponding to distinct (that is,
different) eigenvalues are linearly independent.
Theorem: If is an eigenvalue of multiplicity k of an n n matrix
A then the number of linearly independent eigenvectors of A
associated with is given by m = n - r(A- I). Furthermore, 1 m
k.
Example 2 (cont.): The eigenvectors of = 2 are of the form
x1 s
1
0
x x2 0 s 0 t 0 , s and t not both zero.
x3 t
0
1
= 2 has two linearly independent eigenvectors

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